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Using CustomFactor as Stop Loss
Wil
edited Mar 23, 2017
Getting Started Using Data Pipeline

Hi all.
I'm new to Q, and hope not too naive.

I have a custom factor within my pipeline that returns a certain price for each security. I would like to use this price as a stop loss price.
In the research environment, this price is called CustomFactor_StopPrice and it displays the price for each security in the pipeline. So my initial thought was simply: 

    for security in context.longs:  
        if data.can_trade(security):  
            order_value(security, 1000)  
            order_target_percent(security, 0,style=StopOrder(CustomFactor_StopPrice))

This results in the runtime error:Attempted to place an order with a stop price of class 'CustomFactor'.

Would be grateful for any ideas on how best to implement this, thank you

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